CYD Options History — October 2018

In October 2018, CYD traded between $14.03 and $17.37. ATM implied volatility averaged 40.8%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 10.0% (HV 20d: 30.7%). Max pain ranged from $16.02 to $20.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.55.

Notable Days

  • 2018-10-19: Highest Volume — 581 contracts
  • 2018-10-09: Largest IV spike — 74.0% change
  • 2018-10-12: Highest IV Rank — 71.6%
  • 2018-10-12: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.54$14.03$17.37$17.05$14.55
Max Pain$17.48$16.02$20.00$20.00$16.02
ATM IV40.8%27.1%55.3%34.2%42.9%
Expected Move11.9%9.3%15.9%9.8%12.3%
HV 20d30.7%23.7%40.3%26.5%39.6%
HV 60d31.1%29.2%33.0%29.5%32.9%
IV Rank34.8%0.3%71.6%18.3%40.3%
IV Percentile58.2%0.4%96.4%25.8%71.4%
Term Structure-4.8%-31.7%4.5%2.5%-0.7%
VWIV40.8%32.4%48.4%40.8%46.0%
Skew 25d1.5%-1.7%11.8%-1.7%2.8%
Skew 10d2.2%-12.9%8.6%0.3%2.3%
Call IV 25d40.5%27.2%57.0%29.8%37.7%
Put IV 25d42.0%27.9%55.9%28.1%40.5%
Bid-Ask Spread %43.4618.35109.4433.70109.44
Gamma HHI0.270.210.380.300.25
Net GEX7.0K-11.8K20.2K15.1K9.1K
Net DEX242.2K-12.0K415.1K85.0K289.7K
Net VEX-1.4K-2.5K-1.0K-2.2K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.550.802.400.802.23
Total Volume456.652275581327507
Total OI1,807.9571,5351,9951,5351,990

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$17.05$20.0034.2%9.8%26.5%18.3%40.8%-1.7%2.5%15.1K85.0K-2.2K0.8033.70N/AN/A1821451,226309
2018-10-02$17.17$20.0033.4%9.6%26.6%16.2%33.4%0.5%3.4%15.9K65.1K-2.3K1.2030.84N/AN/A1251501,229309
2018-10-03$17.37$17.5032.4%9.3%23.8%13.9%32.4%0.6%4.5%20.2K-12.0K-2.5K1.1262.22N/AN/A1341501,281313
2018-10-04$17.30$18.5229.7%10.2%23.7%7.1%35.7%1.7%-1.7%20.0K4.3K-2.4K1.1636.26N/AN/A1321531,292313
2018-10-05$16.38$18.5227.1%11.3%29.7%0.3%37.5%2.6%-2.7%11.7K196.0K-1.8K1.1534.05N/AN/A1361561,294316
2018-10-08$16.02$17.5028.9%11.0%30.1%5.0%37.5%2.1%-1.9%11.2K229.6K-1.6K1.1522.48N/AN/A1361561,344319
2018-10-09$15.65$17.5050.3%11.3%29.8%59.0%38.2%2.5%-3.0%8.2K279.1K-1.3K2.2418.35N/AN/A1363041,344309
2018-10-10$15.36$17.5040.3%11.6%30.0%33.8%41.1%-0.2%-0.1%-5.5K382.3K-1.2K1.8155.67N/AN/A1683041,343457
2018-10-11$15.32$17.5038.0%10.9%29.5%27.8%38.5%1.5%-1.8%-6.8K375.1K-1.2K1.6250.25N/AN/A1883041,380457
2018-10-12$15.30$17.5055.3%15.9%28.7%71.6%40.6%2.7%-31.7%-4.0K327.2K-1.3K1.2841.30N/AN/A2373041,400457
2018-10-15$15.73$17.5040.9%11.7%31.6%35.3%41.6%-1.2%-4.5%10.2K212.3K-1.3K1.2230.45N/AN/A2493041,375457
2018-10-16$15.68$17.5041.5%11.9%30.7%36.7%41.4%-1.0%-5.1%3.4K205.3K-1.4K1.1328.87N/AN/A2693041,425457
2018-10-17$15.45$17.5041.9%12.0%28.9%37.8%42.3%0.9%-4.0%-3.4K238.1K-1.2K1.1323.54N/AN/A2693041,445457
2018-10-18$15.28$17.5042.9%12.3%26.9%40.2%40.6%1.2%-6.8%-11.8K284.8K-1.1K1.1326.70N/AN/A2693041,445457
2018-10-19$15.33$17.5042.3%12.1%26.3%38.8%38.6%4.6%-5.4%13.5K198.2K-1.2K1.1024.98N/AN/A2773041,495457
2018-10-22$15.28$17.5043.7%12.5%26.3%42.2%40.8%3.0%-6.2%12.9K236.3K-1.1K0.8223.58N/AN/A1881541,445307
2018-10-23$15.16$17.5044.3%12.7%26.2%43.7%41.4%2.1%-12.7%12.2K251.1K-1.0K1.9024.87N/AN/A1883571,445307
2018-10-24$14.03$17.5047.2%13.5%35.7%51.1%45.4%2.1%-7.7%1.5K415.1K-1.0K1.9030.25N/AN/A1883571,445510
2018-10-25$14.31$16.0245.8%13.1%37.3%47.6%43.8%-0.8%-3.0%4.0K366.4K-1.1K2.3731.27N/AN/A1503551,496491
2018-10-26$14.65$16.0244.8%12.8%39.1%45.1%43.2%-1.4%-5.5%7.5K318.9K-1.3K2.3755.29N/AN/A1503551,504491
2018-10-29$14.37$16.0242.2%12.1%39.3%38.4%48.4%-1.1%-8.3%8.1K283.6K-1.3K2.4098.94N/AN/A1483551,504491
2018-10-30$14.67$16.0247.2%13.5%40.3%51.2%47.7%11.8%-8.8%6.8K340.0K-1.1K2.36106.19N/AN/A1483501,504491
2018-10-31$14.55$16.0242.9%12.3%39.6%40.3%46.0%2.8%-0.7%9.1K289.7K-1.2K2.23109.44N/AN/A1573501,504486